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Revision History For: Straddles Close to Expiration

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Here is a website which suggests buying straddles during expiration week. The trade record is posted. Its a paysite and I have no affilation with it. I would be interested in other forum members opinions of it. It didn't do as well this month (July '01).

Coincidentally, I was browsing through Natenberg's Option Volatility and Pricing at Border's yesterday and found this exact strategy mentioned on page 398.

www.streetscanner.com

Brooks

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